+103.4%
M vs GWRE
+49.2%
+54.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.5% |
| 7D | -8.8% | -30.9% | +22.2% | -5.2% |
| 30D | -16.4% | -20.7% | +4.3% | -14.8% |
| 3M | -10.8% | +20.2% | -31.0% | -14.2% |
| 6M | +16.1% | -11.9% | +28.0% | +15.9% |
| YTD | -5.3% | -30.3% | +25.0% | -0.6% |
| 1Y | +24.9% | -44.6% | +69.5% | +38.3% |
| All | +103.4% | +49.2% | +54.2% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling